changes
This commit is contained in:
65
src/main.rs
65
src/main.rs
@@ -16,7 +16,7 @@ trait Dumpable {
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impl Dumpable for Offer {
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impl Dumpable for Offer {
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fn dump(&self) {
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fn dump(&self) {
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println!("Giving {} to get {}",fxp_to_fp(self.sell_qty),fxp_to_fp(self.buy_qty));
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println!("Giving {}/{} to get {}",fxp_to_fp(self.sell_remain),fxp_to_fp(self.sell_qty),fxp_to_fp(self.buy_qty));
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}
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}
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}
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}
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@@ -67,38 +67,31 @@ impl Market {
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println!("Making offer to sell {} {} and get {} {}",fxp_to_fp(sell_qty_initial),self.number_to_name(sell_type),fxp_to_fp(buy_qty_initial),self.number_to_name(buy_type));
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println!("Making offer to sell {} {} and get {} {}",fxp_to_fp(sell_qty_initial),self.number_to_name(sell_type),fxp_to_fp(buy_qty_initial),self.number_to_name(buy_type));
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let mut sell_qty=sell_qty_initial; // 64000 Dollars
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let mut sell_qty=sell_qty_initial; // 64000 Dollars
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let mut buy_qty=buy_qty_initial; // 1 Bitcoin
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let mut buy_qty=buy_qty_initial; // 1 Bitcoin
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let sell_rate=fxp_div(buy_qty,sell_qty);
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let sell_rate=fxp_div(sell_qty,buy_qty);
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let ap=(buy_type,sell_type);
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let ap=(buy_type,sell_type);
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while sell_qty>0 {
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let mut lc=3;
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while sell_qty>0 && lc>0 {
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if let Some(asks)=self.offers.get_mut(&ap) {
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if let Some(asks)=self.offers.get_mut(&ap) {
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if asks.v.len()>0 {
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if asks.v.len()>0 {
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let elt=&mut asks.v[0];
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let elt=&mut asks.v[0];
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let ask_rate=fxp_div(elt.buy_qty,elt.sell_qty);
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let ask_rate=fxp_div(elt.buy_qty,elt.sell_qty);
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if sell_rate>=ask_rate { // Transact at ask_rate
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if sell_rate>=ask_rate { // Transact at ask_rate
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/* let ask_transact =fxp_mult(elt.sell_remain,fxp_div(elt.sell_price,elt.sell_qty)); // 48000 USD
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let transact=std::cmp::min(sell_qty,fxp_mult(elt.buy_qty,fxp_div(elt.sell_remain,elt.sell_qty)));
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let sell_transact=sell_qty;
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elt.sell_remain-=fxp_div(transact,ask_rate);
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let transact=std::cmp::min(ask_transact,sell_transact); // 48000 USD
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buy_qty-=fxp_div(transact,ask_rate);
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println!("Before: elt.sell_remain={} sell_qty={} transact={}",fxp_to_fp(elt.sell_remain),fxp_to_fp(sell_qty),fxp_to_fp(transact));
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elt.sell_remain-=transact;
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sell_qty-=transact;
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sell_qty-=transact;
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println!("After: elt.sell_remain={} sell_qty={}",elt.sell_remain,sell_qty);
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if elt.sell_remain==0 { println!("Popping asks"); asks.pop(); }
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if elt.sell_remain==0 {
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println!("Popping asks");
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asks.pop();
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}
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} else { break; }
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} else { break; }
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*/
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}
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else { break; }
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} else { break; }
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} else { break; }
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} else { break; }
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lc-=1;
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}
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}
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if sell_qty>0 {
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if sell_qty>0 {
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let ap=(sell_type,buy_type);
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let ap=(sell_type,buy_type);
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if let None=self.offers.get_mut(&ap) { self.offers.insert(ap,PQueue::new()); }
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if let None=self.offers.get_mut(&ap) { self.offers.insert(ap,PQueue::new()); }
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let mut bids=self.offers.get_mut(&ap).unwrap();
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let mut bids=self.offers.get_mut(&ap).unwrap();
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// let sell_price=fxp_div(fxp_mult(sell_price,sell_qty),sell_qty_initial);
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println!("Inserting new offer with sell_qty {}, buy_qty {}",fxp_to_fp(sell_qty),fxp_to_fp(buy_qty));
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// bids.insert(Offer { sell_qty:sell_qty, sell_remain:sell_qty, sell_price:sell_price } );
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bids.insert(Offer { sell_qty:sell_qty, sell_remain:sell_qty, buy_qty:buy_qty } );
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}
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}
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}
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}
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}
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}
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}
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@@ -115,8 +108,8 @@ impl PartialOrd for Offer {
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impl PartialEq for Offer {
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impl PartialEq for Offer {
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fn eq(&self, other:&Self) -> bool {
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fn eq(&self, other:&Self) -> bool {
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let ord0=self .sell_price/self .sell_qty;
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let ord0=self .sell_qty/self .buy_qty;
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let ord1=other.sell_price/other.sell_qty;
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let ord1=other.sell_qty/other.buy_qty;
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ord0==ord1
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ord0==ord1
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}
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}
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}
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}
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@@ -180,21 +173,43 @@ impl<T: Dumpable + std::cmp::PartialOrd + std::fmt::Debug> PQueue<T> {
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}
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}
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}
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}
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fn fxp_mult(n0:u64, n1:u64) ->u64 { (n0>>32)*(n1>>32)+(n0>>32)*(n1&0xFFFFFFFF)+(n0&0xFFFFFFFF)*(n1>>32)+(n0&0xFFFFFFFF)*(n1&0xFFFFFFFF) }
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//fn fxp_mult(n0:u64, n1:u64) ->u64 { (((n0>>32)*(n1>>32))<<64)+(((n0>>32)*(n1&0xFFFFFFFF))<<32)+(((n0&0xFFFFFFFF)*(n1>>32))<<32)+(n0&0xFFFFFFFF)*(n1&0xFFFFFFFF) }
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fn fxp_div(n0:u64, n1:u64) -> u64 { fxp_mult(n0,fxp_recip(n1)) }
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fn fxp_div(n0:u64, n1:u64) -> u64 { fxp_mult(n0,fxp_recip(n1)) }
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fn fxp_from_int(n:u32) -> u64 { (n as u64)<<32 }
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fn fxp_from_int(n:u32) -> u64 { (n as u64)<<32 }
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fn fxp_recip(n:u64) -> u64 { 0xFFFFFFFFFFFFFFFFu64/n }
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fn fxp_recip(n:u64) -> u64 { 0xFFFFFFFFFFFFFFFFu64/n }
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fn fxp_to_fp(n:u64) -> f64 { (n as f64)/(1u64<<32) as f64 }
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fn fxp_to_fp(n:u64) -> f64 { (n as f64)/(1u64<<32) as f64 }
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fn fxp_mult(a: u64, b: u64) -> u64 {
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let a_high = a >> 32;
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let a_low = a & 0xFFFFFFFF;
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let b_high = b >> 32;
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let b_low = b & 0xFFFFFFFF;
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let high_high = a_high * b_high;
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let high_low = a_high * b_low;
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let low_high = a_low * b_high;
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let low_low = a_low * b_low;
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let mid_term = high_low + low_high;
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let carry = mid_term >> 32;
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let result_high = high_high + carry;
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let result_low = (mid_term << 32) + low_low;
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(result_high << 32) | (result_low >> 32)
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}
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fn main() {
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fn main() {
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let mut m=Market::new(); // USD type is 1, EUR type is 2, BTC type is 10, ETH type is 11, SOL type is 12
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let mut m=Market::new(); // USD type is 1, EUR type is 2, BTC type is 10, ETH type is 11, SOL type is 12
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let usd=m.register_asset("USD");
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let usd=m.register_asset("USD");
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let btc=m.register_asset("BTC");
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let btc=m.register_asset("BTC");
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let n=64000u64<<32;
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let n=64000u64<<32;
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println!("Testing recip: {} {} {}",fxp_to_fp(n),fxp_recip(n),fxp_to_fp(fxp_recip(fxp_recip(n))));
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println!("This should be 64000: {} or in raw form {}",fxp_to_fp(n),n);
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m.make_offer(btc,usd,fxp_from_int(1),fxp_from_int(1));
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println!("This should be 1/64000: {} or in raw form {}",fxp_to_fp(fxp_recip(n)),fxp_recip(n));
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println!("This should be 64000: {} or in raw form {}",fxp_to_fp(fxp_recip(fxp_recip(n))),fxp_recip(fxp_recip(n)));
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println!("This should be 1: {} or in raw form ",fxp_to_fp(fxp_mult(fxp_recip(fxp_from_int(64000)),fxp_from_int(64000))));
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println!("{}*{}={}",fxp_to_fp(fxp_from_int(3)),fxp_to_fp(fxp_from_int(5)),fxp_to_fp(fxp_mult(fxp_from_int(3),fxp_from_int(5))));
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m.make_offer(btc,usd,fxp_from_int(1),fxp_from_int(60000));
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m.dump();
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m.dump();
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m.make_offer(usd,btc,fxp_from_int(64000),fxp_from_int(64000)); // Buy 1 BTC for 64000 USD
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m.make_offer(usd,btc,fxp_from_int(128000),fxp_from_int(2)); // Buy 1 BTC for 64000 USD
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m.dump();
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m.dump();
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}
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}
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